Volatility Switching between Two Regimes

Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Monitoring of Water Pollution and Its Consequences: An Overview

Water a vital component for all living forms is derived from variety of sources, including surface water (rivers, lakes, reservoirs and ponds) and ground water (aquifers). Over the years of time, water bodies are subjected to human interference regularly resulting in deterioration of water quality. Therefore, pollution of water bodies has become matter of global concern. As the water quality closely relate to human health, water analysis before usage is of immense importance. Improper management of water bodies can cause serious problems in availability and quality of water. The quality of water may be described according to their physico-chemical and microbiological characteristics. For effective maintenance of water quality through appropriate control measures, continuous monitoring of metals, physico-chemical and biological parameter is essential for the establishment of baseline data for the water quality in any study area. The present study has focused on to explore the status of water pollution in various areas and to estimate the magnitude of its toxicity using different bioassay.

Using the Nerlovian Adjustment Model to Assess the Response of Farmers to Price and Other Related Factors: Evidence from Sierra Leone Rice Cultivation

The goal of this study was to increase the awareness of the description and assessments of rice acreage response and to offer mechanisms for agricultural policy scrutiny. The ordinary least square (OLS) technique was utilized to determine the coefficients of acreage response models for the rice varieties. The magnitudes of the coefficients (λ) of both the ROK lagged and NERICA lagged acreages were found positive and highly significant, which indicates that farmers’ adjustment rate was very low. Regarding lagged actual price for both the ROK and NERICE rice varieties, the short-run price elasticitieswere lower than long-run, which is suggesting a long term adjustment of the acreage under the crop. However, the apparent recommendations for policy transformation are to open farm gate prices and to decrease government’s involvement in agricultural sector especially in the acquisition of agricultural inputs. Impending research have to be centered on how this might be better realized. Necessary conditions should be made available to the private sector by means of minimizing price volatility. In accordance with structural reforms, it is necessary to convey output prices to farmers with minimum distortion. There is need to eradicate price subsidies and control, which generate distortion in the market in addition to huge financial costs.

An Interference Reduction Strategy for TDD-OFDMA Cellular Systems

Downlink/Uplink (DL/UL) time slot allocation (TSA) in time division duplex (TDD) systems is generally uniform for all the cells. This TSA however is not efficient in case of different traffic asymmetry ratios in different cells. We first propose a new 3-coordinate architecture to identify cells in an orthogonal frequency division multiple access (OFDMA) system where each cell is divided into three sectors. Then, this coordinate system is used to derive a TSA for symmetric traffic. Mathematical analysis and simulations are used to show that the proposed TSA outperforms the traditional all uniform type of TSA in terms of total intercellular interference, even under uniform symmetrical traffic. Two adaptation strategies are further proposed to adjust the proposed TSA to asymmetrical traffic with different DL/UL traffic ratios in different cells. Further simulation results show that the adaptation strategies also yield higher signal-to-interference ratio (SIR).

Behavioral Studies on Multi-Directionally Reinforced 4-D Orthogonal Composites on Various Preform Configurations

The main advantage of multidirectionally reinforced composites is the freedom to orient selected fiber types and hence derives the benefits of varying fibre volume fractions and there by accommodate the design loads of the final structure of composites. This technology provides the means to produce tailored composites with desired properties. Due to the high level of fibre integrity with through thickness reinforcement those composites are expected to exhibit superior load bearing characteristics with capability to carry load even after noticeable and apparent fracture. However, a survey of published literature indicates inadequacy in the design and test data base for the complete characterization of the multidirectional composites. In this paper the research objective is focused on the development and testing of 4-D orthogonal composites with different preform configurations and resin systems. A preform is the skeleton 4D reinforced composite other than the matrix. In 4-D performs fibre bundles are oriented in three directions at 1200 with respect to each other and they are on orthogonal plane with the fibre in 4th direction. This paper addresses the various types of 4-D composite manufacturing processes and the mechanical test methods followed for the material characterization. A composite analysis is also made, experiments on course and fine woven preforms are conducted and the findings of test results are discussed in this paper. The interpretations of the test results reveal several useful and interesting features. This should pave the way for more widespread use of the perform configurations for allied applications.

A Pole Radius Varying Notch Filter with Transient Suppression for Electrocardiogram

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Prediction of Saturated Hydraulic Conductivity Dynamics in an Iowan Agriculture Watershed

In this study, a physically-based, modeling framework was developed to predict saturated hydraulic conductivity (Ksat) dynamics in the Clear Creek Watershed (CCW), Iowa. The modeling framework integrated selected pedotransfer functions and watershed models with geospatial tools. A number of pedotransfer functions and agricultural watershed models were examined to select the appropriate models that represent the study site conditions. Models selection was based on statistical measures of the models’ errors compared to the Ksat field measurements conducted in the CCW under different soil, climate and land use conditions. The study has shown that the predictions of the combined pedotransfer function of Rosetta and the Water Erosion Prediction Project (WEPP) provided the best agreement to the measured Ksat values in the CCW compared to the other tested models. Therefore, Rosetta and WEPP were integrated with the Geographic Information System (GIS) tools for visualization of the data in forms of geospatial maps and prediction of Ksat variability in CCW due to the seasonal changes in climate and land use activities. 

A Review on the Usage of Ceramic Wastes in Concrete Production

Construction and Demolition (C&D) wastes contribute the highest percentage of wastes worldwide (75%). Furthermore, ceramic materials contribute the highest percentage of wastes within the C&D wastes (54%). The current option for disposal of ceramic wastes is landfill. This is due to unavailability of standards, avoidance of risk, lack of knowledge and experience in using ceramic wastes in construction. The ability of ceramic wastes to act as a pozzolanic material in the production of cement has been effectively explored. The results proved that temperatures used in the manufacturing of these tiles (about 900⁰C) are sufficient to activate pozzolanic properties of clay. They also showed that, after optimization (11-14% substitution); the cement blend performs better, with no morphological difference between the cement blended with ceramic waste, and that blended with other pozzolanic materials. Sanitary ware and electrical insulator porcelain wastes are some wastes investigated for usage as aggregates in concrete production. When optimized, both produced good results, better than when natural aggregates are used. However, the research on ceramic wastes as partial substitute for fine aggregates or cement has not been overly exploited as the other areas. This review has been concluded with focus on investigating whether ceramic wall tile wastes used as partial substitute for cement and fine aggregates could prove to be beneficial since the two materials are the most high-priced during concrete production.

Local Investment Climate and the Role of (Sustainable) FDI: The Case of Georgia

The article focuses on the role of FDI in Georgia’s economic development for the last decade. To attract as much FDI as possible a proper investment climate should be on the place - institutional, policy and regulatory environment. Well developed investment climate is the chance and motivation for both, local economy and foreign companies, to generate maximum income, create new work places and improve the quality of life. FDI trend is one of the best indicators of country’s economic sustainability and its attractiveness. Especially for small and developing countries, the amount of FDI matters, therefore most of such countries are trying to compete with each other through improving their investment climate according to different world famous indexes. As a result of impressive reforms since 2003, Georgian economy was benefited with large invasion of FDI, however the level of per capita GDP is still law in comparison to Eastern European countries and it should be improved. The main idea of the paper is to show a real linkage between FDI and employment ration, on the case of Georgian economy.

Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.  

Incorporating Multiple Supervised Learning Algorithms for Effective Intrusion Detection

As internet continues to expand its usage with an  enormous number of applications, cyber-threats have significantly  increased accordingly. Thus, accurate detection of malicious traffic in  a timely manner is a critical concern in today’s Internet for security.  One approach for intrusion detection is to use Machine Learning (ML)  techniques. Several methods based on ML algorithms have been  introduced over the past years, but they are largely limited in terms of  detection accuracy and/or time and space complexity to run. In this  work, we present a novel method for intrusion detection that  incorporates a set of supervised learning algorithms. The proposed  technique provides high accuracy and outperforms existing techniques  that simply utilizes a single learning method. In addition, our  technique relies on partial flow information (rather than full  information) for detection, and thus, it is light-weight and desirable for  online operations with the property of early identification. With the  mid-Atlantic CCDC intrusion dataset publicly available, we show that  our proposed technique yields a high degree of detection rate over 99%  with a very low false alarm rate (0.4%).   

Analyzing the Historical Ayazma Bath within the Scope of Integrated Preservation and Specifying the Criteria for Reuse

Today, preservation of the historical constructions in "single construction" scale creates an inadequate preservation model in terms of the integrity of the historical environment in which they are located. However, in order to preserve these structures forming this integrity with a holistic approach, the structures either need to continue their unique functions or to be reshaped for function conforming to today's comfort conditions brought by the modern life. In this work, the preservation of Ayazma Social Complex located in Ayazma Neighborhood of Üsküdar, one of the most important historical districts of İstanbul, with integrated preservation method has been discussed. In the conventional Turkish architecture, the social complex is a structure complex formed via constructing the public buildings required for the daily life of the people living in a settlement. Thus, the preservation of the social complexes within the scope of "integrated preservation" has gained importance. Ayazma Social Complex that forms the examination area of this work consists of a mosque in its center and structures around this mosque such as sultan mansion, time assignment center, primary school, stores, bath and water reservoirs. Mosque, sultan mansion and the water reservoirs survived to today as mostly preserved status. However, time assignment center, primary school and the stores didn't survive to today and new structures were built on their plots. The bath was mostly damaged and only the wall residues survive to today. Thus, it's urgent and crucial especially carry out the preservation restoration of the bath in accordance with integrated preservation principles. The preservation problems of the bath based on the social complex were determined as a working method and preservation suggestions were made to overcome these problems and to include the bath into daily life. Furthermore, it was suggested that the bath should be reshaped for a different function in order to be preserved with the social complex.

RANS Simulation of Viscous Flow around Hull of Multipurpose Amphibious Vehicle

The practical application of the Computational Fluid Dynamics (CFD), for predicting the flow pattern around Multipurpose Amphibious Vehicle (MAV) hull has made much progress over the last decade. Today, several of the CFD tools play an important role in the land and water going vehicle hull form design. CFD has been used for analysis of MAV hull resistance, sea-keeping, maneuvering and investigating its variation when changing the hull form due to varying its parameters, which represents a very important task in the principal and final design stages. Resistance analysis based on CFD (Computational Fluid Dynamics) simulation has become a decisive factor in the development of new, economically efficient and environmentally friendly hull forms. Three-dimensional finite volume method (FVM) based on Reynolds Averaged Navier-Stokes equations (RANS) has been used to simulate incompressible flow around three types of MAV hull bow models in steady-state condition. Finally, the flow structure and streamlines, friction and pressure resistance and velocity contours of each type of hull bow will be compared and discussed.

DWT-SATS Based Detection of Image Region Cloning

A duplicated image region may be subjected to a number of attacks such as noise addition, compression, reflection, rotation, and scaling with the intention of either merely mating it to its targeted neighborhood or preventing its detection. In this paper, we present an effective and robust method of detecting duplicated regions inclusive of those affected by the various attacks. In order to reduce the dimension of the image, the proposed algorithm firstly performs discrete wavelet transform, DWT, of a suspicious image. However, unlike most existing copy move image forgery (CMIF) detection algorithms operating in the DWT domain which extract only the low frequency subband of the DWT of the suspicious image thereby leaving valuable information in the other three subbands, the proposed algorithm simultaneously extracts features from all the four subbands. The extracted features are not only more accurate representation of image regions but also robust to additive noise, JPEG compression, and affine transformation. Furthermore, principal component analysis-eigenvalue decomposition, PCA-EVD, is applied to reduce the dimension of the features. The extracted features are then sorted using the more computationally efficient Radix Sort algorithm. Finally, same affine transformation selection, SATS, a duplication verification method, is applied to detect duplicated regions. The proposed algorithm is not only fast but also more robust to attacks compared to the related CMIF detection algorithms. The experimental results show high detection rates. 

Selection of an Optimum Configuration of Solar PV Array under Partial Shaded Condition Using Particle Swarm Optimization

This paper presents an extraction of maximum energy from Solar Photovoltaic Array (SPVA) under partial shaded conditions by optimum selection of array size using Particle Swarm Optimization (PSO) technique. In this paper a detailed study on the output reduction of different SPVA configurations under partial shaded conditions have been carried out. A generalized MATLAB M-code based software model has been used for any required array size, configuration, shading patterns and number of bypass diodes. Comparative study has been carried out on different configurations by testing several shading scenarios. While the number of shading patterns and the rate of change are very low for stationary SPVA but these may be quite large for SPVA mounted on a mobile platforms. This paper presents the suitability of PSO technique to select optimum configuration for mobile arrays by calculating the global peak (GP) of different configurations and to transfer maximum power to the load.

Fuzzy Logic Based Active Vibration Control of Piezoelectric Stewart Platform

This paper demonstrates the potential of applying PD-like fuzzy logic controller for active vibration control of piezoelectric Stewart platforms. Through simulation, the control authority of the piezo stack actuators for effectively damping the Stewart platform vibration can be evaluated for further implementation of the system. Each leg of the piezoelectric Stewart platform consists of a linear piezo stack actuator, a collocated velocity sensor, a collocated displacement sensor and flexible tips for the connections with the two end plates. The piezoelectric stack is modeled as a bar element and the electro-mechanical coupling property is simulated using Matlab/Simulink software. Then, the open loop and closed loop dynamic responses are performed for the system to characterize the effect of the control on the vibration of the piezoelectric Stewart platform. A significant improvement in the damping of the structure can be observed by using the PD-like fuzzy controller.

Life Estimation of Induction Motor Insulation under Non-Sinusoidal Voltage and Current Waveforms Using Fuzzy Logic

Thyristor based firing angle controlled voltage regulators are extensively used for speed control of single phase induction motors. This leads to power saving but the applied voltage and current waveforms become non-sinusoidal. These non-sinusoidal waveforms increase voltage and thermal stresses which result into accelerated insulation aging, thus reducing the motor life. Life models that allow predicting the capability of insulation under such multi-stress situations tend to be very complex and somewhat impractical. This paper presents the fuzzy logic application to investigate the synergic effect of voltage and thermal stresses on intrinsic aging of induction motor insulation. A fuzzy expert system is developed to estimate the life of induction motor insulation under multiple stresses. Three insulation degradation parameters, viz. peak modification factor, wave shape modification factor and thermal loss are experimentally obtained for different firing angles. Fuzzy expert system consists of fuzzyfication of the insulation degradation parameters, algorithms based on inverse power law to estimate the life and defuzzyficaton process to output the life. An electro-thermal life model is developed from the results of fuzzy expert system. This fuzzy logic based electro-thermal life model can be used for life estimation of induction motors operated with non-sinusoidal voltage and current waveforms.

Awareness of Value Addition of Sweet Potato (Ipomoea batatas (L.) Lam) In Osun State, Nigeria

Awareness of value addition of sweet potato has received comparatively little attention in Nigeria despite its potential to reduce perishability and enhanced utilization of the crop in diverse products forms. This study assessed the awareness of value addition of sweet potato in Osun State, Nigeria. Multi-stage random sampling technique was used to select 120 respondents for the study. Data obtained were analyzed using descriptive statistics and multiple regression analysis. Findings showed that most (75.00%) of the respondents were male with mean age of 42.10 years and 96.70% of the respondents had formal education. The mean farm size was 2.30 hectares. Majority (75.00%) of the respondents had more than 10 years farming experience. Awareness of value addition of sweet potato was very low among the respondents. It was recommended that sweet potato farmers should be empowered through effective and efficient extension training on the use of modern processing techniques in order to enhance value addition of sweet potato. 

The Use of Project to Enhance Learning Domains Stated by National Qualifications Framework: TQF

This paper explores the use of project work in a content-based instruction in a Rajabhat University, Thailand. The use of project is to promote kinds of learning expected of student teachers as stated by Thailand Quality Framework: TQF. The kinds of learning are grouped into five domains: Ethical and moral development, knowledge, cognitive skill, interpersonal skills and responsibility, and analytical and communication skills. The content taught in class is used to lead the student teachers to relate their previously-acquired linguistic knowledge to meaningful realizations of the language system in passages of immediate relevance to their professional interests, teaching methods in particular. Two research questions are formulate to guide this study: 1) To what degree are the five domains of learning expected of student teachers after the use of project in a content class?, and 2) What is the academic achievement of the students’ writing skills, as part of the learning domains stated by TQF, against the 70% attainment target after the use of project to enhance the skill? The sample of the study comprised of 38 fourth-year English major students. The data was collected by means of a summative achievement test, student writing works, an observation checklist, and project diary. The scores in the summative achievement test were analyzed by mean score, standard deviation, and t-test. Project diary serves as students’ record of the language acquired during the project. List of structures and vocabulary noted in the diary has shown students’ ability to attend to, recognize, and focus on meaningful patterns of language forms.

Planning and Design Criteria to Make Urban Transport More Sustainable: The Case of Baku

Since the industrial revolution, technological developments and increased population have caused environmental damages. To protect the nature and architectural environment, firstly, green architecture, ecological architecture and then sustainability occurred. This term has been proposed not to be a new term but a response to environmental disturbances caused by human activities and it is re-conceptualization of architecture. Sustainable architecture or sustainability is lot more extensive than ecological and green architecture. It contains the imbalance between environmental problems that is natural environment and consumption that occurred all around the world. An important part of sustainability debate focused on urban planning and design for more sustainable forms and patterns. In particular, it is discussed that planning and design of urban areas have a major effect on transport and therefore can help reduce car usage, emissions, global warming and climate change. There are many planning and design approaches and movement that introduce certain criteria and strategies to prevent car dependency and encourage people to use public transportation and walking. However, when review the literature, it is seen that planning movements, such as New Urbanism and Transit Oriented Development originated and were implemented mostly in West European and North American Cities. The purpose of this study is to find out whether all those criteria, principles and strategies are also relevant planning approaches for more non-western cities like Baku, which has a very different planning background and therefore possibly different urban form and transport issues. In order to answer the abovementioned question, planning and design approaches in the literature and these recent planning movements were studied and a check list was formed which indicate planning and design approaches that can help attain a more sustainable transport outcome. The checklist was then applied to the case of Baku.